FTXN Options History — June 2023

In June 2023, FTXN traded between $25.14 and $26.71. ATM implied volatility averaged 34.3%, placing in the 2.7% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 11.2% (HV 20d: 23.1%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.40.

Notable Days

2023-06-12: Highest Volume — 3 contracts
2023-06-14: Largest IV drop — 35.1% change
2023-06-13: Highest IV Rank — 12.9%
2023-06-14: Largest Expected Move — 10.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.04	$25.14	$26.71	$25.14	$26.35
Max Pain	$22.00	$22.00	$22.00	$22.00	$22.00
ATM IV	34.3%	27.4%	58.7%	35.1%	31.5%
Expected Move	8.4%	7.5%	10.9%	10.1%	9.0%
HV 20d	23.1%	21.5%	24.5%	21.9%	23.5%
HV 60d	27.9%	24.4%	30.9%	30.3%	24.4%
IV Rank	2.7%	0.0%	12.9%	3.0%	1.7%
IV Percentile	24.0%	0.0%	95.6%	28.6%	13.9%
Term Structure	-1.3%	-12.5%	4.9%	-1.9%	-11.8%
VWIV	32.0%	32.0%	32.0%	32.0%	32.0%
Skew 25d	2.1%	-0.4%	5.1%	4.5%	2.3%
Skew 10d	0.3%	-21.6%	6.3%	-19.4%	2.5%
Call IV 25d	29.5%	25.9%	36.2%	36.2%	31.2%
Put IV 25d	31.6%	28.5%	40.7%	40.7%	33.5%
Bid-Ask Spread %	123.80	113.51	127.70	113.51	121.44
Gamma HHI	0.22	0.18	0.25	0.21	0.19
Net GEX	691	395	918	395	918
Net DEX	-9.8K	-11.1K	-6.8K	-6.8K	-10.9K
Net VEX	-37	-42	-27	-27	-35
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.00	2.00	0.00	0.00
Total Volume	0.476	0	3	2	0
Total OI	13.238	9	16	9	15

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-06-01	$25.14	$0.00	35.1%	10.1%	21.9%	3.0%	0.0%	4.5%	-1.9%	395	-6.8K	-27	0.00	113.51	N/A	N/A	2	0	9	0
2023-06-02	$25.93	$0.00	33.9%	9.7%	23.9%	2.5%	0.0%	1.6%	-0.1%	576	-9.7K	-40	0.00	115.96	N/A	N/A	0	0	11	0
2023-06-05	$25.73	$0.00	38.3%	8.2%	21.5%	4.4%	0.0%	2.4%	1.1%	568	-9.1K	-38	0.00	123.06	N/A	N/A	0	0	11	0
2023-06-06	$25.93	$0.00	36.4%	8.4%	21.7%	3.6%	0.0%	3.5%	1.0%	590	-9.2K	-38	0.00	125.82	N/A	N/A	0	0	11	0
2023-06-07	$26.71	$0.00	37.0%	7.5%	24.0%	3.8%	0.0%	2.6%	4.9%	668	-11.1K	-42	0.00	113.64	N/A	N/A	0	0	11	0
2023-06-08	$26.64	$0.00	36.0%	7.5%	23.6%	3.4%	0.0%	2.8%	4.2%	663	-11.1K	-42	0.00	125.81	N/A	N/A	1	0	11	0
2023-06-09	$26.48	$0.00	42.5%	7.8%	23.0%	6.1%	0.0%	1.2%	3.6%	654	-10.6K	-40	0.00	122.94	N/A	N/A	0	0	11	0
2023-06-12	$26.19	$0.00	50.2%	8.1%	23.5%	9.4%	32.0%	2.1%	2.1%	639	-9.9K	-38	2.00	125.26	N/A	N/A	1	2	11	0
2023-06-13	$26.38	$22.00	58.7%	7.9%	23.3%	12.9%	0.0%	-0.4%	-2.1%	735	-10.7K	-40	0.00	126.55	N/A	N/A	0	0	12	2
2023-06-14	$26.02	$22.00	38.1%	10.9%	22.3%	4.3%	0.0%	5.1%	-12.5%	657	-9.5K	-38	0.00	125.73	N/A	N/A	0	0	12	2
2023-06-15	$26.44	$22.00	27.8%	8.0%	21.9%	0.0%	0.0%	4.5%	-0.1%	743	-10.7K	-40	0.00	125.74	N/A	N/A	0	0	12	2
2023-06-16	$26.43	$22.00	28.2%	8.1%	21.7%	0.2%	0.0%	1.2%	-1.0%	741	-10.5K	-38	0.00	125.64	N/A	N/A	2	0	12	2
2023-06-20	$25.88	$22.00	28.9%	8.3%	23.0%	0.5%	0.0%	-0.3%	0.3%	795	-10.5K	-42	0.00	127.70	N/A	N/A	2	0	14	2
2023-06-21	$26.14	$22.00	27.8%	8.0%	23.1%	0.0%	0.0%	0.4%	-2.1%	812	-10.7K	-38	0.00	126.88	N/A	N/A	0	0	13	2
2023-06-22	$25.68	$22.00	28.4%	8.1%	23.8%	0.3%	0.0%	0.4%	-1.6%	706	-9.4K	-35	0.00	126.93	N/A	N/A	0	0	13	2
2023-06-23	$25.48	$22.00	29.1%	8.3%	23.9%	0.5%	0.0%	2.2%	-3.0%	639	-8.4K	-32	0.00	126.98	N/A	N/A	0	0	13	2
2023-06-26	$25.91	$22.00	28.7%	8.2%	24.1%	0.4%	0.0%	1.8%	-3.1%	777	-9.6K	-34	0.00	127.48	N/A	N/A	0	0	13	2
2023-06-27	$25.59	$22.00	28.3%	8.1%	24.5%	0.2%	0.0%	2.9%	-3.0%	695	-9.0K	-33	0.00	125.27	N/A	N/A	0	0	13	2
2023-06-28	$25.80	$22.00	27.4%	7.9%	23.9%	0.0%	0.0%	2.0%	0.2%	720	-8.6K	-30	0.00	122.58	N/A	N/A	0	0	13	2
2023-06-29	$26.06	$22.00	28.4%	8.1%	23.4%	0.4%	0.0%	1.2%	-1.6%	815	-9.4K	-32	0.00	124.79	N/A	N/A	0	0	13	2
2023-06-30	$26.35	$22.00	31.5%	9.0%	23.5%	1.7%	0.0%	2.3%	-11.8%	918	-10.9K	-35	0.00	121.44	N/A	N/A	0	0	13	2